학위논문(석사) - 한국과학기술원 : 수리과학과, 2011.8, [ iii, 24 p. ]
Volatility swap; Variance swap; Delta-hedging; Volatility option; 분산스왑; 변동성스왑; 델타-헤징; 변동성 옵션; 유로피안 옵션; European option
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